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KSMIX vs. NMAVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KSMIX vs. NMAVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Keeley Small-Mid Cap Value Fund (KSMIX) and Nuance Mid Cap Value Fund (NMAVX). The values are adjusted to include any dividend payments, if applicable.

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KSMIX vs. NMAVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KSMIX
Keeley Small-Mid Cap Value Fund
3.19%9.86%14.18%19.43%-12.85%26.28%0.79%31.89%-17.49%18.26%
NMAVX
Nuance Mid Cap Value Fund
1.05%1.91%5.20%6.44%-5.26%11.10%4.41%30.71%-5.44%14.81%

Returns By Period

In the year-to-date period, KSMIX achieves a 3.19% return, which is significantly higher than NMAVX's 1.05% return. Over the past 10 years, KSMIX has outperformed NMAVX with an annualized return of 10.12%, while NMAVX has yielded a comparatively lower 7.57% annualized return.


KSMIX

1D
-0.74%
1M
-8.67%
YTD
3.19%
6M
3.16%
1Y
19.97%
3Y*
14.49%
5Y*
7.79%
10Y*
10.12%

NMAVX

1D
0.48%
1M
-8.71%
YTD
1.05%
6M
3.78%
1Y
9.27%
3Y*
3.77%
5Y*
2.94%
10Y*
7.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KSMIX vs. NMAVX - Expense Ratio Comparison

KSMIX has a 1.18% expense ratio, which is lower than NMAVX's 1.22% expense ratio.


Return for Risk

KSMIX vs. NMAVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KSMIX
KSMIX Risk / Return Rank: 5252
Overall Rank
KSMIX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
KSMIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
KSMIX Omega Ratio Rank: 5050
Omega Ratio Rank
KSMIX Calmar Ratio Rank: 5252
Calmar Ratio Rank
KSMIX Martin Ratio Rank: 5656
Martin Ratio Rank

NMAVX
NMAVX Risk / Return Rank: 2525
Overall Rank
NMAVX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
NMAVX Sortino Ratio Rank: 3131
Sortino Ratio Rank
NMAVX Omega Ratio Rank: 2323
Omega Ratio Rank
NMAVX Calmar Ratio Rank: 2424
Calmar Ratio Rank
NMAVX Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KSMIX vs. NMAVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Keeley Small-Mid Cap Value Fund (KSMIX) and Nuance Mid Cap Value Fund (NMAVX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


KSMIXNMAVXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.68

+0.29

Sortino ratio

Return per unit of downside risk

1.48

1.10

+0.38

Omega ratio

Gain probability vs. loss probability

1.20

1.13

+0.07

Calmar ratio

Return relative to maximum drawdown

1.25

0.70

+0.55

Martin ratio

Return relative to average drawdown

5.41

2.21

+3.20

KSMIX vs. NMAVX - Sharpe Ratio Comparison

The current KSMIX Sharpe Ratio is 0.97, which is higher than the NMAVX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of KSMIX and NMAVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KSMIXNMAVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.68

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.22

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.50

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.50

-0.18

Correlation

The correlation between KSMIX and NMAVX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KSMIX vs. NMAVX - Dividend Comparison

KSMIX's dividend yield for the trailing twelve months is around 9.82%, more than NMAVX's 0.99% yield.


TTM20252024202320222021202020192018201720162015
KSMIX
Keeley Small-Mid Cap Value Fund
9.82%10.14%14.14%9.24%15.42%28.48%5.46%18.92%14.34%11.18%8.70%4.14%
NMAVX
Nuance Mid Cap Value Fund
0.99%1.00%7.55%1.78%9.05%11.98%0.61%5.91%7.16%7.05%1.83%4.24%

Drawdowns

KSMIX vs. NMAVX - Drawdown Comparison

The maximum KSMIX drawdown since its inception was -67.52%, which is greater than NMAVX's maximum drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for KSMIX and NMAVX.


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Drawdown Indicators


KSMIXNMAVXDifference

Max Drawdown

Largest peak-to-trough decline

-67.52%

-30.93%

-36.59%

Max Drawdown (1Y)

Largest decline over 1 year

-15.05%

-9.80%

-5.25%

Max Drawdown (5Y)

Largest decline over 5 years

-29.45%

-18.40%

-11.05%

Max Drawdown (10Y)

Largest decline over 10 years

-52.10%

-30.93%

-21.17%

Current Drawdown

Current decline from peak

-9.29%

-8.71%

-0.58%

Average Drawdown

Average peak-to-trough decline

-11.13%

-3.77%

-7.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

3.11%

+0.37%

Volatility

KSMIX vs. NMAVX - Volatility Comparison

Keeley Small-Mid Cap Value Fund (KSMIX) has a higher volatility of 5.25% compared to Nuance Mid Cap Value Fund (NMAVX) at 3.57%. This indicates that KSMIX's price experiences larger fluctuations and is considered to be riskier than NMAVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KSMIXNMAVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

3.57%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

10.72%

7.57%

+3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

21.22%

14.28%

+6.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.74%

13.21%

+8.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.01%

15.05%

+8.96%